i want to applied an interrupted time series analysis about impact of disaster on nightlight intensity. I have a 65 month data from january 2015 until May 2020. The disaster happen in october 2018 (46). I have an arima model function ARIMA(0,0,0),(1,0,0)12. so I have the code here
m3 <- arimax(kota, order=c(0,0,0), seasonal=list(order=c(1,0,0), period=12),include.mean=TRUE,
xtransf=data.frame(gempa=1*(seq(newdata)==45)), transfer=list(c(1,1)), method="ML")
then i got an error like this
Error in model.frame.default(formula = x ~ xtransf[, i], na.action = na.omit,:variable lengths differ (found for 'xtransf[, i]')
Why this is happening?, is anyone knows how to solve it?
Here is the kota variable looks like
1 467.38
2 441.67
3 579.30
4 600.41
5 793.38
6 576.80
7 741.21
8 634.66
9 582.00
10 661.35
11 249.46
12 482.33
13 516.02
14 241.41
15 443.20
16 502.98
17 497.31
18 668.08
19 596.89
20 686.76
21 598.28
22 598.23
23 391.71
24 492.66
25 325.89
26 253.30
27 737.37
28 462.75
29 609.31
30 559.05
31 581.16
32 680.36
33 753.18
34 476.41
35 3.12
36 608.01
37 428.74
38 584.53
39 508.92
40 655.63
41 867.83
42 1059.98
43 509.34
44 820.85
45 825.13
46 382.61
47 393.34
48 554.91
49 578.26
50 790.31
51 569.96
52 1078.35
53 1189.82
54 560.40
55 824.06
56 912.22
57 1186.49
58 1269.71
59 960.18
60 860.56
61 942.47
62 973.25
63 948.07
64 1104.49
65 636.02
question from:
https://stackoverflow.com/questions/65832374/arimax-intervention-time-series-analysis 与恶龙缠斗过久,自身亦成为恶龙;凝视深渊过久,深渊将回以凝视…